-31.0%
OKTA vs BTDR
+23.3%
-54.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.2% |
| 7D | +5.9% | +14.8% | -8.9% | +4.9% |
| 30D | +14.6% | +41.8% | -27.2% | +12.1% |
| 3M | +44.0% | -29.2% | +73.2% | +45.8% |
| 6M | +116.7% | +66.2% | +50.5% | +106.5% |
| YTD | +99.8% | +10.0% | +89.8% | +94.4% |
| 1Y | +84.1% | -11.0% | +95.0% | +79.1% |
| 3Y | +97.7% | +6.9% | +90.7% | +76.8% |
| 5Y | -35.2% | +24.7% | -59.8% | -43.9% |
| All | -31.0% | +23.3% | -54.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling